+250.0%
SPOT vs SN
+476.8%
-226.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.6% |
| 7D | -6.5% | -3.4% | -3.1% | -6.1% |
| 30D | +2.2% | -9.1% | +11.2% | +3.4% |
| 3M | +5.4% | +31.8% | -26.4% | +1.2% |
| 6M | -4.0% | +52.0% | -56.0% | -10.0% |
| YTD | -9.9% | +51.3% | -61.2% | -15.8% |
| 1Y | -27.3% | +46.9% | -74.1% | -31.8% |
| 3Y | +236.4% | +394.9% | -158.5% | +195.2% |
| All | +250.0% | +476.8% | -226.7% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling